strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraStyle_20250605_151525
0 multin_zz1000_71001_barra_beta_topG 69.14 87.11 142.97 118.99 142.97 115.52 152.37 71.24 -7.69
1 multin_zz1000_71001_barra_earningsyield_botG 25.03 43.01 98.87 74.89 98.86 71.42 108.27 27.14 -51.79
2 multin_zz1000_71001_barra_btop_botG 20.76 38.74 94.59 70.62 94.59 67.15 103.99 22.87 -56.06
3 multin_zz1000_71001_barra_momentum_topG 15.52 33.50 89.36 65.38 89.35 61.91 98.76 17.63 -61.30
4 multin_zz1000_71001_barra_growth_topG 5.33 23.30 79.16 55.18 79.16 51.71 88.56 7.43 -71.50
5 multin_zz1000_71001_barra_liquidity_topG -8.30 9.67 65.53 41.55 65.53 38.08 74.93 -6.20 -85.13
6 multin_zz1000_71001_barra_residualvolatility_botG -11.64 6.34 62.19 38.22 62.19 34.75 71.59 -9.53 -88.46
7 multin_zz1000_71001_barra_nonlinearsize_topG -19.03 -1.05 54.81 30.83 54.80 27.36 64.21 -16.92 -95.85
8 multin_zz1000_71001_barra_size_topG -29.43 -11.45 44.40 20.42 44.40 16.96 53.80 -27.32 -106.25
9 multin_zz1000_71001_barra_growth_botG -36.53 -18.56 37.30 13.32 37.29 9.85 46.70 -34.43 -113.36
10 multin_zz1000_71001_barra_leverage_botG -36.79 -18.81 37.04 13.06 37.04 9.60 46.44 -34.68 -113.61
11 multin_zz1000_71001_barra_momentum_botG -65.90 -47.93 7.93 -16.05 7.93 -19.51 17.33 -63.80 -142.73
12 multin_zz1000_71001_barra_size_botG -67.98 -50.00 5.85 -18.13 5.85 -21.59 15.25 -65.87 -144.80
13 multin_zz1000_71001_barra_nonlinearsize_botG -67.98 -50.00 5.85 -18.13 5.85 -21.59 15.25 -65.87 -144.80
14 multin_zz1000_71001_barra_liquidity_botG -81.28 -63.31 -7.45 -31.43 -7.45 -34.90 1.95 -79.18 -158.11
15 multin_zz1000_71001_barra_leverage_topG -82.34 -64.37 -8.51 -32.49 -8.51 -35.96 0.89 -80.24 -159.17
16 multin_zz1000_71001_barra_earningsyield_topG -89.61 -71.63 -15.78 -39.76 -15.78 -43.22 -6.38 -87.50 -166.43
17 multin_zz1000_71001_barra_btop_topG -97.83 -79.86 -24.00 -47.98 -24.00 -51.45 -14.60 -95.73 -174.66
18 multin_zz1000_71001_barra_residualvolatility_topG -114.96 -96.98 -41.12 -65.10 -41.13 -68.57 -31.72 -112.85 -191.78
19 multin_zz1000_71001_barra_beta_botG -142.86 -124.88 -69.03 -93.01 -69.03 -96.47 -59.63 -140.75 -219.68